-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, IRZh/akHqcEBs4AFj1Lz5WqdYyGTFZ4tHcYwmrcXQVIV5rvZzJ4FqaHwkwQMY04I fEg6Wzb3PWbSIfNypT+C0A== 0001085146-04-000468.txt : 20041115 0001085146-04-000468.hdr.sgml : 20041115 20041115151241 ACCESSION NUMBER: 0001085146-04-000468 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040930 FILED AS OF DATE: 20041115 DATE AS OF CHANGE: 20041115 EFFECTIVENESS DATE: 20041115 FILER: COMPANY DATA: COMPANY CONFORMED NAME: OLD MUTUAL ASSET MANAGERS UK LTD CENTRAL INDEX KEY: 0001080386 IRS NUMBER: 000000000 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04383 FILM NUMBER: 041144620 BUSINESS ADDRESS: STREET 1: 80 CHEAPSIDE, STREET 2: 5TH FLR CITY: LONDON ENGLAND EC2V STATE: X0 BUSINESS PHONE: 011441713327500 MAIL ADDRESS: STREET 1: 80 CHEAPSIDE, 5TH FLOOR STREET 2: 80 CHEAPSIDE, 5TH FLOOR CITY: LONDON, ENGLAND 13F-HR 1 omam3q04.txt ACN - OLD MUTUAL ASSET MANAGERS UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2004 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Old Mutual Asset Managers Address: 80 Cheapside, 5th Floor London, England EC2V 6EE 13F File Number: 28-04383 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Philip Kelley Title: Senior Compliance Manager Phone: 44(01) 171 332 7500 Signature, Place, and Date of Signing: /s/ Philip Kelley London, England November 15, 2004 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form13F Information Table Entry Total: 285 Form13F Information Table Value Total: $1,125,075 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ADOBE SYS INC COM 00724F101 888 17950 SH SOLE 0 17950 0 ADVANCE AUTO PARTS INC COM 00751Y106 298 8658 SH SOLE 0 8658 0 AES CORP COM 00130H105 310 31000 SH SOLE 0 31000 0 AETNA INC NEW COM 00817Y108 16727 167388 SH SOLE 0 167388 0 AGERE SYS INC CL A 00845V100 4504 4289800 SH SOLE 0 4289800 0 AGERE SYS INC CL B 00845V209 201 196681 SH SOLE 0 196681 0 AGILENT TECHNOLOGIES INC COM 00846U101 5936 275211 SH SOLE 0 275211 0 AK STL HLDG CORP COM 001547108 343 42000 SH SOLE 0 42000 0 ALBERTO CULVER CO COM 013068101 870 20000 SH SOLE 0 20000 0 ALCAN INC COM 013716105 370 7750 SH SOLE 0 7750 0 ALCOA INC COM 013817101 3267 97250 SH SOLE 0 97250 0 ALLEGHENY ENERGY INC COM 017361106 4510 282600 SH SOLE 0 282600 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 381 20875 SH SOLE 0 20875 0 ALLIANT TECHSYSTEMS INC COM 018804104 327 5400 SH SOLE 0 5400 0 ALLSTATE CORP COM 020002101 16586 345621 SH SOLE 0 345621 0 ALTRIA GROUP INC COM 02209S103 20761 441356 SH SOLE 0 441356 0 AMERADA HESS CORP COM 023551104 3870 43480 SH SOLE 0 43480 0 AMERICAN EXPRESS CO COM 025816109 3295 64033 SH SOLE 0 64033 0 AMERICAN INTL GROUP INC COM 026874107 10422 153281 SH SOLE 0 153281 0 AMERICAN TOWER CORP CL A 029912201 3276 213400 SH SOLE 0 213400 0 AMR CORP COM 001765106 1674 228322 SH SOLE 0 228322 0 ANTEON INTL CORP COM 03674E108 220 6000 SH SOLE 0 6000 0 ANTHEM INC COM 03674B104 1439 16492 SH SOLE 0 16492 0 APPLE COMPUTER INC COM 037833100 1224 31575 SH SOLE 0 31575 0 APPLIED MATLS INC COM 038222105 346 21000 SH SOLE 0 21000 0 ARCHER DANIELS MIDLAND CO COM 039483102 3552 209178 SH SOLE 0 209178 0 ARIBA INC COM NEW 04033V203 1102 118000 SH SOLE 0 118000 0 ASK JEEVES INC COM 045174109 491 15000 SH SOLE 0 15000 0 ASTORIA FINL CORP COM 046265104 2598 73190 SH SOLE 0 73190 0 AT&T CORP COM NEW 001957505 4444 310307 SH SOLE 0 310307 0 AT&T WIRELESS SVCS INC COM 00209A106 816 55176 SH SOLE 0 55176 0 AU OPTRONICS CORP SPONSORED ADR 002255107 1358 108500 SH SOLE 0 108500 0 AUTODESK INC COM 052769106 353 7250 SH SOLE 0 7250 0 AUTOLIV INC COM 052800109 4424 109500 SH SOLE 0 109500 0 AUTONATION INC COM 05329W102 2912 170500 SH SOLE 0 170500 0 AUTOZONE INC COM 053332102 201 2600 SH SOLE 0 2600 0 AVAYA INC COM 053499109 309 22200 SH SOLE 0 22200 0 BALL CORP COM 058498106 4595 122768 SH SOLE 0 122768 0 BANK OF AMERICA CORPORATION COM 060505104 20402 470844 SH SOLE 0 470844 0 BAXTER INTL INC COM 071813109 1105 34373 SH SOLE 0 34373 0 BE AEROSPACE INC COM 073302101 1743 191549 SH SOLE 0 191549 0 BEA SYS INC COM 073325102 236 34205 SH SOLE 0 34205 0 BEAR STEARNS COS INC COM 073902108 1812 18846 SH SOLE 0 18846 0 BELLSOUTH CORP COM 079860102 1190 43877 SH SOLE 0 43877 0 BJ SVCS CO COM 055482103 6550 124971 SH SOLE 0 124971 0 BLACK & DECKER CORP COM 091797100 10162 131226 SH SOLE 0 131226 0 BLOCK H & R INC COM 093671105 5500 111284 SH SOLE 0 111284 0 BOEING CO COM 097023105 1666 32277 SH SOLE 0 32277 0 BOSTON SCIENTIFIC CORP COM 101137107 15219 383067 SH SOLE 0 383067 0 BOWATER INC COM 102183100 3753 98268 SH SOLE 0 98268 0 BROWN SHOE INC NEW COM 115736100 624 24900 SH SOLE 0 24900 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 14363 374907 SH SOLE 0 374907 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2490 122800 SH SOLE 0 122800 0 CALPINE CORP COM 131347106 4098 1413000 SH SOLE 0 1413000 0 CARAUSTAR INDS INC COM 140909102 1258 75000 SH SOLE 0 75000 0 CARDINAL HEALTH INC COM 14149Y108 7372 168423 SH SOLE 0 168423 0 CAREMARK RX INC COM 141705103 226 7050 SH SOLE 0 7050 0 CATERPILLAR INC DEL COM 149123101 18363 228257 SH SOLE 0 228257 0 CB RICHARD ELLIS GROUP INC CL A 12497T101 595 25750 SH SOLE 0 25750 0 CENTEX CORP COM 152312104 9391 186104 SH SOLE 0 186104 0 CIENA CORP COM 171779101 728 367700 SH SOLE 0 367700 0 CIGNA CORP COM 125509109 12708 182510 SH SOLE 0 182510 0 CIRCUIT CITY STORE INC COM 172737108 2401 156507 SH SOLE 0 156507 0 CISCO SYS INC COM 17275R102 11336 626322 SH SOLE 0 626322 0 CIT GROUP INC COM 125581108 1665 44531 SH SOLE 0 44531 0 CITIGROUP INC COM 172967101 19822 449265 SH SOLE 0 449265 0 CITRIX SYS INC COM 177376100 219 12499 SH SOLE 0 12499 0 CLEVELAND CLIFFS INC COM 185896107 5887 72800 SH SOLE 0 72800 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 397 13000 SH SOLE 0 13000 0 COMCAST CORP NEW CL A SPL 20030N200 1902 68119 SH SOLE 0 68119 0 COMPUTER ASSOC INTL INC COM 204912109 776 29500 SH SOLE 0 29500 0 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 300 15932 SH SOLE 0 15932 0 CONOCOPHILLIPS COM 20825C104 403 4861 SH SOLE 0 4861 0 CONSTELLATION BRANDS INC CL A 21036P108 344 9038 SH SOLE 0 9038 0 CORNING INC COM 219350105 281 25399 SH SOLE 0 25399 0 COUNTRYWIDE FINANCIAL CORP COM 222372104 4538 115214 SH SOLE 0 115214 0 COVENTRY HEALTH CARE INC COM 222862104 5996 112347 SH SOLE 0 112347 0 CREDENCE SYS CORP COM 225302108 130 18000 SH SOLE 0 18000 0 CSX CORP COM 126408103 14745 444133 SH SOLE 0 444133 0 CUMMINS INC COM 231021106 5667 76700 SH SOLE 0 76700 0 CVS CORP COM 126650100 323 7655 SH SOLE 0 7655 0 CYTYC CORP COM 232946103 877 36300 SH SOLE 0 36300 0 DANA CORP COM 235811106 359 20300 SH SOLE 0 20300 0 DEERE & CO COM 244199105 12573 194772 SH SOLE 0 194772 0 DELL INC COM 24702R101 11792 331243 SH SOLE 0 331243 0 DELPHI CORP COM 247126105 1907 205280 SH SOLE 0 205280 0 DELTA AIR LINES INC DEL COM 247361108 7485 2275200 SH SOLE 0 2275200 0 DELUXE CORP COM 248019101 11013 268480 SH SOLE 0 268480 0 DOBSON COMMUNICATIONS CORP CL A 256069105 2368 1780309 SH SOLE 0 1780309 0 DOLLAR GEN CORP COM 256669102 947 47001 SH SOLE 0 47001 0 DOMINOS PIZZA INC COM 25754A201 982 66800 SH SOLE 0 66800 0 DOW CHEM CO COM 260543103 12985 287400 SH SOLE 0 287400 0 DST SYS INC DEL COM 233326107 4212 94716 SH SOLE 0 94716 0 DU PONT E I DE NEMOURS & CO COM 263534109 9840 229917 SH SOLE 0 229917 0 DUKE ENERGY CORP COM 264399106 456 19937 SH SOLE 0 19937 0 DYNEGY INC NEW CL A 26816Q101 3581 717600 SH SOLE 0 717600 0 E TRADE FINANCIAL CORP COM 269246104 795 69577 SH SOLE 0 69577 0 EAGLE MATERIALS INC CL B 26969P207 641 9290 SH SOLE 0 9290 0 EASTMAN CHEM CO COM 277432100 666 14000 SH SOLE 0 14000 0 EATON CORP COM 278058102 15751 248394 SH SOLE 0 248394 0 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 3857 123934 SH SOLE 0 123934 0 EDISON INTL COM 281020107 2878 108571 SH SOLE 0 108571 0 EL PASO CORP COM 28336L109 3278 356711 SH SOLE 0 356711 0 ENGELHARD CORP COM 292845104 2551 89988 SH SOLE 0 89988 0 ENSCO INTL INC COM 26874Q100 523 16000 SH SOLE 0 16000 0 ENTERASYS NETWORKS INC COM 293637104 672 420100 SH SOLE 0 420100 0 ENTERGY CORP NEW COM 29364G103 2962 48862 SH SOLE 0 48862 0 EQUIFAX INC COM 294429105 210 7953 SH SOLE 0 7953 0 EXELON CORP COM 30161N101 609 16600 SH SOLE 0 16600 0 EXPRESS SCRIPTS INC COM 302182100 565 8650 SH SOLE 0 8650 0 EXXON MOBIL CORP COM 30231G102 18087 374235 SH SOLE 0 374235 0 F M C CORP COM NEW 302491303 7209 148431 SH SOLE 0 148431 0 F5 NETWORKS INC COM 315616102 411 13493 SH SOLE 0 13493 0 FEDERAL HOME LN MTG CORP COM 313400301 7081 108544 SH SOLE 0 108544 0 FEDERAL NATL MTG ASSN COM 313586109 13580 214189 SH SOLE 0 214189 0 FEDERATED DEPT STORES INC DE COM 31410H101 6053 133235 SH SOLE 0 133235 0 FIRST DATA CORP COM 319963104 306 7034 SH SOLE 0 7034 0 FIRST HEALTH GROUP CORP COM 320960107 293 18211 SH SOLE 0 18211 0 FIRST MARBLEHEAD CORP COM 320771108 328 7060 SH SOLE 0 7060 0 FORD MTR CO DEL COM PAR $0.01 345370860 11958 851081 SH SOLE 0 851081 0 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 259 6400 SH SOLE 0 6400 0 GENAERA CORP COM 36867G100 226 57727 SH SOLE 0 57727 0 GENERAL ELEC CO COM 369604103 20155 600209 SH SOLE 0 600209 0 GENERAL MTRS CORP COM 370442105 11538 271606 SH SOLE 0 271606 0 GETTY IMAGES INC COM 374276103 553 10000 SH SOLE 0 10000 0 GOLDEN WEST FINL CORP DEL COM 381317106 4740 42725 SH SOLE 0 42725 0 GOLDMAN SACHS GROUP INC COM 38141G104 394 4224 SH SOLE 0 4224 0 GREENPOINT FINL CORP COM 395384100 1653 35725 SH SOLE 0 35725 0 HALLIBURTON CO COM 406216101 8374 248565 SH SOLE 0 248565 0 HARTFORD FINL SVCS GROUP INC COM 416515104 841 13579 SH SOLE 0 13579 0 HCA INC COM 404119109 14636 383654 SH SOLE 0 383654 0 HDFC BANK LTD ADR REPS 3 SHS 40415F101 1290 38000 SH SOLE 0 38000 0 HEWLETT PACKARD CO COM 428236103 4356 232329 SH SOLE 0 232329 0 HOME DEPOT INC COM 437076102 7742 197512 SH SOLE 0 197512 0 HUANENG PWR INTL INC SPON ADR N 443304100 1039 32100 SH SOLE 0 32100 0 IDT CORP COM 448947101 621 42604 SH SOLE 0 42604 0 IMS HEALTH INC COM 449934108 4085 170778 SH SOLE 0 170778 0 INCYTE CORP COM 45337C102 1679 174400 SH SOLE 0 174400 0 INTEL CORP COM 458140100 7439 370842 SH SOLE 0 370842 0 INTERNATIONAL BUSINESS MACHS COM 459200101 18263 212999 SH SOLE 0 212999 0 ITT INDS INC IND COM 450911102 633 7914 SH SOLE 0 7914 0 JEFFERSON PILOT CORP COM 475070108 4583 92289 SH SOLE 0 92289 0 JOHNSON & JOHNSON COM 478160104 3920 69590 SH SOLE 0 69590 0 JOY GLOBAL INC COM 481165108 1145 33300 SH SOLE 0 33300 0 JPMORGAN & CHASE & CO COM 46625H100 6282 158114 SH SOLE 0 158114 0 KB HOME COM 48666K109 3673 43468 SH SOLE 0 43468 0 KEMET CORP COM 488360108 1096 135500 SH SOLE 0 135500 0 KEYCORP NEW COM 493267108 1319 41731 SH SOLE 0 41731 0 KIMBERLY CLARK CORP COM 494368103 505 7816 SH SOLE 0 7816 0 KROGER CO COM 501044101 2877 185400 SH SOLE 0 185400 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 697 10405 SH SOLE 0 10405 0 LAM RESEARCH CORP COM 512807108 236 10800 SH SOLE 0 10800 0 LAMAR ADVERTISING CO CL A 512815101 427 10257 SH SOLE 0 10257 0 LATTICE SEMICONDUCTOR CORP COM 518415104 87 17800 SH SOLE 0 17800 0 LEAR CORP COM 521865105 893 16400 SH SOLE 0 16400 0 LENNAR CORP CL A 526057104 5753 120871 SH SOLE 0 120871 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 9789 3779585 SH SOLE 0 3779585 0 LEXMARK INTL NEW CL A 529771107 632 7520 SH SOLE 0 7520 0 LINCOLN NATL CORP IND COM 534187109 15134 321999 SH SOLE 0 321999 0 LOEWS CORP COM 540424108 12236 209162 SH SOLE 0 209162 0 LONE STAR STEAKHOUSE SALOON COM 542307103 346 13398 SH SOLE 0 13398 0 LOUISIANA PAC CORP COM 546347105 294 11330 SH SOLE 0 11330 0 LOWES COS INC COM 548661107 2636 48506 SH SOLE 0 48506 0 LUCENT TECHNOLOGIES INC COM 549463107 67 21216 SH SOLE 0 21216 0 LYONDELL CHEMICAL CO COM 552078107 1051 46816 SH SOLE 0 46816 0 MANULIFE FINL CORP COM 56501R106 317 7229 SH SOLE 0 7229 0 MARTEK BIOSCIENCES CORP COM 572901106 632 13000 SH SOLE 0 13000 0 MASCO CORP COM 574599106 1884 54555 SH SOLE 0 54555 0 MASSEY ENERGY CORP COM 576206106 8016 277083 SH SOLE 0 277083 0 MAY DEPT STORES CO COM 577778103 1166 45498 SH SOLE 0 45498 0 MBIA INC COM 55262C100 1174 20169 SH SOLE 0 20169 0 MBNA CORP COM 55262L100 6162 244508 SH SOLE 0 244508 0 MCKESSON CORP COM 58155Q103 355 13822 SH SOLE 0 13822 0 MEDAREX INC COM 583916101 584 79100 SH SOLE 0 79100 0 MENTOR GRAPHICS CORP COM 587200106 252 23000 SH SOLE 0 23000 0 MERCK & CO INC COM 589331107 334 10131 SH SOLE 0 10131 0 MERRILL LYNCH & CO INC COM 590188108 1604 32256 SH SOLE 0 32256 0 METLIFE INC COM 59156R108 16902 437312 SH SOLE 0 437312 0 METRIS COS INC COM 591598107 2344 239700 SH SOLE 0 239700 0 MGI PHARMA INC COM 552880106 360 13500 SH SOLE 0 13500 0 MGIC INVT CORP WIS COM 552848103 3334 50100 SH SOLE 0 50100 0 MICRON TECHNOLOGY INC COM 595112103 132 11000 SH SOLE 0 11000 0 MICROSOFT CORP COM 594918104 10392 375837 SH SOLE 0 375837 0 MORGAN STANLEY COM NEW 617446448 7923 160702 SH SOLE 0 160702 0 MOTOROLA INC COM 620076109 707 39200 SH SOLE 0 39200 0 MPS GROUP INC COM 553409103 405 48182 SH SOLE 0 48182 0 NATIONAL CITY CORP COM 635405103 332 8600 SH SOLE 0 8600 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 186 12000 SH SOLE 0 12000 0 NEXTEL COMMUNICATIONS INC CL A 65332V103 2253 94513 SH SOLE 0 94513 0 NORDSTROM INC COM 655664100 363 9500 SH SOLE 0 9500 0 NORFOLK SOUTHERN CORP COM 655844108 636 21371 SH SOLE 0 21371 0 NORTH FORK BANCORPORATION NY COM 659424105 1043 23471 SH SOLE 0 23471 0 NORTHWEST AIRLS CORP CL A 667280101 300 36484 SH SOLE 0 36484 0 NTL INC DEL COM 62940M104 6325 101898 SH SOLE 0 101898 0 OCCIDENTAL PETE CORP DEL COM 674599105 574 10264 SH SOLE 0 10264 0 OM GROUP INC COM 670872100 1200 32818 SH SOLE 0 32818 0 ORACLE CORP COM 68389X105 10153 900064 SH SOLE 0 900064 0 OWENS ILL INC COM NEW 690768403 189 11800 SH SOLE 0 11800 0 PACCAR INC COM 693718108 206 2979 SH SOLE 0 2979 0 PACIFICARE HEALTH SYS DEL COM 695112102 1144 31167 SH SOLE 0 31167 0 PACTIV CORP COM 695257105 1104 47497 SH SOLE 0 47497 0 PENNEY J C INC COM 708160106 7595 215265 SH SOLE 0 215265 0 PFIZER INC COM 717081103 16570 541515 SH SOLE 0 541515 0 PG&E CORP COM 69331C108 205 6753 SH SOLE 0 6753 0 PHELPS DODGE CORP COM 717265102 11525 125234 SH SOLE 0 125234 0 PLAINS EXPL& PRODTN CO COM 726505100 272 11400 SH SOLE 0 11400 0 PNC FINL SVCS GROUP INC COM 693475105 2408 44519 SH SOLE 0 44519 0 POLYCOM INC COM 73172K104 217 10929 SH SOLE 0 10929 0 POLYONE CORP COM 73179P106 609 81000 SH SOLE 0 81000 0 PPG INDS INC COM 693506107 14164 231131 SH SOLE 0 231131 0 PRIMUS TELECOMMUNICATIONS GR COM 741929103 390 265576 SH SOLE 0 265576 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 9602 266946 SH SOLE 0 266946 0 PROCTER & GAMBLE CO COM 742718109 3975 73445 SH SOLE 0 73445 0 PROVIDIAN FINL CORP COM 74406A102 689 44358 SH SOLE 0 44358 0 PRUDENTIAL FINL INC COM 744320102 19410 412637 SH SOLE 0 412637 0 PTEK HLDGS INC COM 69366M104 446 52000 SH SOLE 0 52000 0 QUALCOMM INC COM 747525103 453 11600 SH SOLE 0 11600 0 QWEST COMMUNICATIONS INTL IN COM 749121109 2044 613695 SH SOLE 0 613695 0 R & G FINANCIAL CORP CL B 749136107 1241 32100 SH SOLE 0 32100 0 RADIOSHACK CORP COM 750438103 1290 45053 SH SOLE 0 45053 0 REYNOLDS AMERICAN INC COM 761713106 4397 64619 SH SOLE 0 64619 0 ROWAN COS INC COM 779382100 660 25000 SH SOLE 0 25000 0 SAFECO CORP COM 786429100 1854 40605 SH SOLE 0 40605 0 SAFEWAY INC COM NEW 786514208 5881 304570 SH SOLE 0 304570 0 SARA LEE CORP COM 803111103 4622 202183 SH SOLE 0 202183 0 SATYAM COMPUTER SERVICES LTD ADR 804098101 694 30000 SH SOLE 0 30000 0 SBC COMMUNICATIONS INC COM 78387G103 418 16089 SH SOLE 0 16089 0 SCHERING PLOUGH CORP COM 806605101 2051 107629 SH SOLE 0 107629 0 SCHLUMBERGER LTD COM 806857108 942 14000 SH SOLE 0 14000 0 SEARS ROEBUCK & CO COM 812387108 4704 118038 SH SOLE 0 118038 0 SHERWIN WILLIAMS CO COM 824348106 295 6700 SH SOLE 0 6700 0 SIERRA WIRELESS INC COM 826516106 498 28000 SH SOLE 0 28000 0 SLM CORP COM 78442P106 560 12556 SH SOLE 0 12556 0 SMURFIT-STONE CONTAINER CORP COM 832727101 641 33118 SH SOLE 0 33118 0 SOVEREIGN BANCORP INC COM 845905108 974 44631 SH SOLE 0 44631 0 SPRINT CORP COM FON 852061100 5183 257469 SH SOLE 0 257469 0 ST PAUL TRAVELERS INC COM 792860108 380 11504 SH SOLE 0 11504 0 STARWOOD HOTELS&RESORTS WRLD PAIRED CTF 85590A203 651 14032 SH SOLE 0 14032 0 SUNOCO INC COM 86764P109 16992 229682 SH SOLE 0 229682 0 SYMANTEC CORP COM 871503108 1551 28261 SH SOLE 0 28261 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 851 25910 SH SOLE 0 25910 0 TARGET CORP COM 87612E106 1050 23200 SH SOLE 0 23200 0 TEMPLETON RUS AND EAST EUR F COM 88022F105 380 10000 SH SOLE 0 10000 0 TENET HEALTHCARE CORP COM 88033G100 3818 353871 SH SOLE 0 353871 0 TEREX CORP NEW COM 880779103 486 11200 SH SOLE 0 11200 0 TESORO PETE CORP COM 881609101 1595 54000 SH SOLE 0 54000 0 TEXAS INDS INC COM 882491103 2567 49900 SH SOLE 0 49900 0 TEXTRON INC COM 883203101 1720 26768 SH SOLE 0 26768 0 TIBCO SOFTWARE INC COM 88632Q103 335 39331 SH SOLE 0 39331 0 TJX COS INC NEW COM 872540109 8370 379743 SH SOLE 0 379743 0 TOLL BROTHERS INC COM 889478103 1786 38540 SH SOLE 0 38540 0 TORCHMARK CORP COM 891027104 2707 50909 SH SOLE 0 50909 0 TOYS R US INC COM 892335100 2822 159100 SH SOLE 0 159100 0 TXU CORP COM 873168108 8145 169981 SH SOLE 0 169981 0 TYCO INTL LTD NEW COM 902124106 3347 109160 SH SOLE 0 109160 0 ULTRA PETROLEUM CORP COM 903914109 491 10000 SH SOLE 0 10000 0 UNIFI INC COM 904677101 629 276000 SH SOLE 0 276000 0 UNION PAC CORP COM 907818108 4785 81656 SH SOLE 0 81656 0 UNITED STATES STL CORP NEW COM 912909108 2803 74500 SH SOLE 0 74500 0 UNITEDHEALTH GROUP INC COM 91324P102 18961 257139 SH SOLE 0 257139 0 UST INC COM 902911106 12666 314605 SH SOLE 0 314605 0 VALERO ENERGY CORP NEW COM 91913Y100 11820 147359 SH SOLE 0 147359 0 VERITAS DGC INC COM 92343P107 508 22314 SH SOLE 0 22314 0 VIEWPOINT CORP COM 92672P108 54 23300 SH SOLE 0 23300 0 VISHAY INTERTECHNOLOGY INC COM 928298108 258 20000 SH SOLE 0 20000 0 VISTEON CORP COM 92839U107 1090 136372 SH SOLE 0 136372 0 WACHOVIA CORP 2ND NEW COM 929903102 6242 132950 SH SOLE 0 132950 0 WAL MART STORES INC COM 931142103 7056 132624 SH SOLE 0 132624 0 WASHINGTON MUT INC COM 939322103 4013 102690 SH SOLE 0 102690 0 WASTE MGMT INC DEL COM 94106L109 1244 45500 SH SOLE 0 45500 0 WATERS CORP COM 941848103 3091 70100 SH SOLE 0 70100 0 WELLPOINT HEALTH NETWORK NEW COM 94973H108 686 6528 SH SOLE 0 6528 0 WELLS FARGO & CO NEW COM 949746101 12959 217330 SH SOLE 0 217330 0 WESTERN WIRELESS CORP CL A 95988E204 740 28793 SH SOLE 0 28793 0 WET SEAL INC CL A 961840105 4318 2601357 SH SOLE 0 2601357 0 WHIRLPOOL CORP COM 963320106 5925 98610 SH SOLE 0 98610 0 WILLIAMS COS INC DEL COM 969457100 6150 508278 SH SOLE 0 508278 0 WINN DIXIE STORES INC COM 974280109 96 31100 SH SOLE 0 31100 0 WOLVERINE TUBE INC COM 978093102 147 12700 SH SOLE 0 12700 0 WYETH COM 983024100 3660 97852 SH SOLE 0 97852 0 XCEL ENERGY INC COM 98389B100 322 18600 SH SOLE 0 18600 0 XM SATELLITE RADIO HLDGS INC CL A 983759101 14154 456282 SH SOLE 0 456282 0 YELLOW ROADWAY CORP COM 985577105 295 6300 SH SOLE 0 6300 0 YOUNG BROADCASTING INC CL A 987434107 572 52600 SH SOLE 0 52600 0 YUM BRANDS INC COM 988498101 4600 113126 SH SOLE 0 113126 0
-----END PRIVACY-ENHANCED MESSAGE-----